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Communicating private information to the equity market before a dividend cut : an empirical analysis
Chemmanur, Thomas J.; Tian, Xuan - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 5/6, pp. 1167-1199
Persistent link: https://www.econbiz.de/10011338943
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The volatility risk premium embedded in currency options
Sin, Low B.; Zhang, Shaojun - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 803-832
Persistent link: https://www.econbiz.de/10003242811
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Another look at models of the short-term interest rate
Brenner, Robin James - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 1, pp. 85-107
Persistent link: https://www.econbiz.de/10001208194
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Stock market volatility in a heterogeneous information economy
Grundy, Bruce D.; Kim, Youngsoo - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001661614
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Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
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Board ancestral diversity and firm-performance volatility
Giannetti, Mariassunta; Zhao, Mengxin - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 1117-1155
Persistent link: https://www.econbiz.de/10012139387
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The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong; Sun, Yiguo - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 1, pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
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The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.; Weller, Paul A.; Ulrich, Joshua M. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 467-488
Persistent link: https://www.econbiz.de/10003865573
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Idiosyncratic volatility and the cross section of expected returns
Bali, Turan G.; Cakici, Nusret - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10003692380
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The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.; Feunou, Bruno; Jacobs, Kris; … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 663-697
Persistent link: https://www.econbiz.de/10010487742